This can happen e.g. when relative "//" is in Preferences > File Paths >
Temporary Files is used.
Now catch the corresponding COLLADASW::StreamWriterException
and cancel export then.
NOTE: 51126fab33 might have prevented the most common case
to run into this crash (but there might be other cases still so being safe
here does not hurt)
Pull Request: https://projects.blender.org/blender/blender/pulls/118958